- Function GMP::Instance::GenerateStochasticProgram(MP, StochasticParameters, StochasticVariables, Scenarios, ScenarioProbability, ScenarioTreeMap, RootScenarioName, GenerationMode, Name)
GMP::Instance::GenerateStochasticProgram
The function GMP::Instance::GenerateStochasticProgram
generates the
deterministic equivalent of a stochastic mathematical program.
GMP::Instance::GenerateStochasticProgram(
MP, ! (input) a symbolic mathematical program
StochasticParameters, ! (input) a set of stochastic parameters
StochasticVariables, ! (input) a set of stochastic variables
Scenarios, ! (input) a set of stochastic scenarios
ScenarioProbability, ! (input) a double parameter
ScenarioTreeMap, ! (input) an element parameter
RootScenarioName, ! (input) a string expression
[GenerationMode], ! (optional) a stochatic generation mode
[Name] ! (optional) a string expression
)
Arguments
- MP
A symbolic mathematical program in the set
AllMathematicalPrograms
. The mathematical program should have model typeLP
orMIP
.- StochasticParameters
A subset of
AllStochasticParameters
.- StochasticVariables
A subset of
AllStochasticVariables
.- Scenarios
A subset of
AllStochasticScenarios
.- ScenarioProbability
A double parameter over
Scenarios
representing the objective probabilities of the scenarios.- ScenarioTreeMap
An element parameter that defines the scenario-and-stage to scenario mapping. The range of this parameter should be the set
Scenarios
.- RootScenarioName
A string that holds the name of the artificial element that will be added to the set
AllStochasticScenarios
. This element will be used to store the solution of non-stochastic variables in their respective.Stochastic
suffixes.- GenerationMode
An element in the predefined set
AllStochasticGenerationModes
. The default is ‘SubstituteStochasticVariables
‘.- Name
A string that holds the name for the generated stochastic mathematical program.
Return Value
A new element in the set
AllGeneratedMathematicalPrograms
with the name as specified by the name argument.
Note
If the Name argument is not specified, or if it is the empty string, then the name of the symbolic mathematical program preceded by ‘Stochastic’ is used to create a new element in the set
AllGeneratedMathematicalPrograms
.The objective of the symbolic mathematical program must be a defined variable.
See also
Stochastic programming is discussed in Stochastic Programming of the Language Reference.
The procedure
GMP::Instance::Solve
.